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isPartOf:"Finanzmarkt und Portfolio-Management"
subject:"Portfolio selection"
~isPartOf:"International journal of theoretical and applied finance"
~person:"Zagst, Rudi"
~subject:"Theorie"
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Portfolio selection
Theorie
Portfolio-Management
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Zagst, Rudi
Brigo, Damiano
8
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7
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7
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7
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Finanzmarkt und Portfolio-Management
International journal of theoretical and applied finance
Insurance / Mathematics & economics
3
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Diskussionspapiere der Europa-Universität Viadrina Frankfurt (Oder), Fakultät Wirtschaftswissenschaften
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Journal of banking & finance
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Decision making and risk/return optimization in financial economics
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1
Behavioral portfolio choice under hyperbolic absolute risk aversion
Escobar, Marcos
;
Lichtenstern, Andreas
;
Zagst, Rudi
- In:
International journal of theoretical and applied finance
23
(
2020
)
7
,
pp. 1-33
Persistent link: https://www.econbiz.de/10012496902
Saved in:
2
Portfolio optimization in affine models with Markov switching
Escobar, Marcos
;
Neykova, Daniela
;
Zagst, Rudi
- In:
International journal of theoretical and applied finance
18
(
2015
)
5
,
pp. 1-46
Persistent link: https://www.econbiz.de/10011403855
Saved in:
3
Effiziente Value-at-Risk-Berechnung für Rentenportfolios
Zagst, Rudi
- In:
Finanzmarkt und Portfolio-Management
11
(
1997
)
2
,
pp. 165-178
Persistent link: https://www.econbiz.de/10001227919
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